[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]  Aks_V [@0x_Aks](/creator/twitter/0x_Aks) on x XXX followers Created: 2025-07-14 07:25:26 UTC Hmm..Nice article. Deribit has $XXX tn in options notional volume though so the article didn't mentioned that. But rest of the things mentioned were definitely an issue with existing models like Hegic, Ribbon Finance and others. The main underlying issue with them is basically not being able to achieve what they set out to do, which is allowing the risk underwriting to be shared. So, when someone like MM or user writes a call/put option and deposits liquidity for the same, then they should be able to share that same liquidity for writing other call/put options for other maturities/strike prices and thus achieving capital efficiencies. Current models weren't properly able to achieve that. Our dCDS pool is an improvement on all of these because we are able to manage this shared liquidity thus achieving capital efficiencies. So, the thing they talked about using Hyperliquid shared infrastructure, we are also doing that in our app with a bit of backend. When a dCDS user comes and offer the hedge in return for option fee premium yields then they are able to share their deposited liquidity across many such borrowers looking for hedge and accrue proportional multiple premiums from many users. Ofcouse later when we launch on HyperLiquid, then I believe this dCDS pool model will even enhance further the capital efficiencies gained making it like the best way to underwrite risk not for crypto assets but for any other asset. XXX engagements  **Related Topics** [mergers and acquisitions](/topic/mergers-and-acquisitions) [finance](/topic/finance) [hmm](/topic/hmm) [ribbon finance](/topic/ribbon-finance) [coins dao](/topic/coins-dao) [coins real world assets](/topic/coins-real-world-assets) [Post Link](https://x.com/0x_Aks/status/1944659487211573285)
[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]
Aks_V @0x_Aks on x XXX followers
Created: 2025-07-14 07:25:26 UTC
Hmm..Nice article. Deribit has $XXX tn in options notional volume though so the article didn't mentioned that.
But rest of the things mentioned were definitely an issue with existing models like Hegic, Ribbon Finance and others. The main underlying issue with them is basically not being able to achieve what they set out to do, which is allowing the risk underwriting to be shared. So, when someone like MM or user writes a call/put option and deposits liquidity for the same, then they should be able to share that same liquidity for writing other call/put options for other maturities/strike prices and thus achieving capital efficiencies. Current models weren't properly able to achieve that.
Our dCDS pool is an improvement on all of these because we are able to manage this shared liquidity thus achieving capital efficiencies. So, the thing they talked about using Hyperliquid shared infrastructure, we are also doing that in our app with a bit of backend. When a dCDS user comes and offer the hedge in return for option fee premium yields then they are able to share their deposited liquidity across many such borrowers looking for hedge and accrue proportional multiple premiums from many users.
Ofcouse later when we launch on HyperLiquid, then I believe this dCDS pool model will even enhance further the capital efficiencies gained making it like the best way to underwrite risk not for crypto assets but for any other asset.
XXX engagements
Related Topics mergers and acquisitions finance hmm ribbon finance coins dao coins real world assets